Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
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- scientific article; zbMATH DE number 994731
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- The correlation function of a queue with Lévy and Markov additive input
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- Markov-modulated Brownian motion with two reflecting barriers
- Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution
- The morphing of fluid queues into Markov-modulated Brownian motion
- Stationary distributions for fluid flow models with or without brownian noise
- On the dynamics and performance of stochastic fluid systems
- On intensities of perturbed random measures on Hausdorff spaces
- A second-order Markov-modulated fluid queue with linear service rate
- Second-order stochastic fluid models with fluid-dependent flow rates
- A Markov-modulated diffusion model for energy harvesting sensor nodes
- Markov-modulated Brownian motions perturbed by catastrophes
- Strong convergence to two-dimensional alternating Brownian motion processes
- Block-Structured Fluid Queues Driven by QBD Processes
- Modelling large timescale and small timescale service variability
- Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
- Efficient computation of Wiener-Hopf factorization of Markov-modulated Brownian motion
- Accurate numerical solution for shifted M-matrix algebraic Riccati equations
- Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers
- On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion
- Second-order fluid models with general boundary behaviour
- A reflected diffusion process in a regime-switching environment
- First passage of time-reversible spectrally negative Markov additive processes
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps
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